REMARKS ON A MARKOV CHAIN EXAMPLE OF KOLMOGOROV

被引：13

作者：

REUTER, GEH

机构：

[1] Department of Mathematics, Imperial College of Science and Technology, London

来源：

ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE | 1969年 / 13卷 / 3-4期

关键词：

D O I：

10.1007/BF00539207

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

It is shown that the stochastic transition matrix P(t), in Kolmogorov's example of a process with an instantaneous state, is uniquely determined by the derivative matrix Q=P′(0), and the most general such substochastic P(t) is also found. The example is used to show that, if 0 is an instantaneous state, then 1-p00(t) can tend to 0 arbitrarily slowly and on the other hand (1-p00 (t))/t can tend to +t8 arbitrarily slowly. © 1969 Springer-Verlag.

引用

页码：315 / &